Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility
type: Item
instance of: scholarly article
title: Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility
zbMATH Open document ID: 1161.91401
author: David G. McMillan
author: Alan E. H. Speight
published in: Asia-Pacific Financial Markets
publication date: 2007-02-16T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5127764
zbMATH Keywords: GARCH
zbMATH Keywords: Intraday periodicity
zbMATH Keywords: Long-run volatility
zbMATH Keywords: Temporal aggregation
MaRDI profile type: Publication
full work available at URL: s10690-006-9023-8
OpenAlex ID: W2158048850
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DOI: 10.1007/S10690-006-9023-8
description: scientific article; zbMATH DE number 5127764